相关论文: A Stable High-order Tuner for General Convex Funct…

Tensor regression is an important tool for tensor data analysis, but existing works have not considered the impact of outliers, making them potentially sensitive to such data points. This paper proposes a low tubal rank robust regression…

The training of modern machine learning models often consists in solving high-dimensional non-convex optimisation problems that are subject to large-scale data. In this context, momentum-based stochastic optimisation algorithms have become…

Due to the non-smoothness of the Hinge loss in SVM, it is difficult to obtain a faster convergence rate with modern optimization algorithms. In this paper, we introduce two smooth Hinge losses $\psi_G(\alpha;\sigma)$ and…

Many machine learning solutions are framed as optimization problems which rely on good hyperparameters. Algorithms for tuning these hyperparameters usually assume access to exact solutions to the underlying learning problem, which is…

Recent studies have shown that proximal gradient (PG) method and accelerated gradient method (APG) with restarting can enjoy a linear convergence under a weaker condition than strong convexity, namely a quadratic growth condition (QGC).…

We propose a new stochastic gradient method for optimizing the sum of a finite set of smooth functions, where the sum is strongly convex. While standard stochastic gradient methods converge at sublinear rates for this problem, the proposed…

We propose a new class of high-order time-marching schemes with dissipation user-control and unconditional stability for parabolic equations. High-order time integrators can deliver the optimal performance of highly-accurate and robust…

Quasi-Newton methods are widely used in practise for convex loss minimization problems. These methods exhibit good empirical performance on a wide variety of tasks and enjoy super-linear convergence to the optimal solution. For large-scale…

Asynchronous methods are widely used in deep learning, but have limited theoretical justification when applied to non-convex problems. We show that running stochastic gradient descent (SGD) in an asynchronous manner can be viewed as adding…

The classical hinge-loss support vector machines (SVMs) model is sensitive to outlier observations due to the unboundedness of its loss function. To circumvent this issue, recent studies have focused on non-convex loss functions, such as…

Generalization analyses of deep learning typically assume that the training converges to a fixed point. But, recent results indicate that in practice, the weights of deep neural networks optimized with stochastic gradient descent often…

Motion planning and control problems are embedded and essential in almost all robotics applications. These problems are often formulated as stochastic optimal control problems and solved using dynamic programming algorithms. Unfortunately,…

In this paper, we investigate accelerated first-order methods for smooth convex optimization problems under inexact information on the gradient of the objective. The noise in the gradient is considered to be additive with two possibilities:…

We study the task of learning latent-variable models. A common algorithmic technique for this task is the method of moments. Unfortunately, moment-based approaches are hampered by the fact that the moment tensors of super-constant degree…

Learning with a {\it convex loss} function has been a dominating paradigm for many years. It remains an interesting question how non-convex loss functions help improve the generalization of learning with broad applicability. In this paper,…

We study online convex optimization in the random order model, recently proposed by \citet{garber2020online}, where the loss functions may be chosen by an adversary, but are then presented to the online algorithm in a uniformly random…

In this paper, we study large-scale convex optimization algorithms based on the Newton method applied to regularized generalized self-concordant losses, which include logistic regression and softmax regression. We first prove that our new…

Polynomial regression is a recurrent problem with a large number of applications. In computer vision it often appears in motion analysis. Whatever the application, standard methods for regression of polynomial models tend to deliver biased…

The graduated optimization approach, also known as the continuation method, is a popular heuristic to solving non-convex problems that has received renewed interest over the last decade. Despite its popularity, very little is known in terms…

In machine learning and neural network optimization, algorithms like incremental gradient, and shuffle SGD are popular due to minimizing the number of cache misses and good practical convergence behavior. However, their optimization…